CME Group » Interest Rates

Interest Rates Products

 
 
DSFs Set New Record
Record Trading Volumes
Weekly Treasury Options Record
New Tool
 
Interest Rates Product Slate
 

*Note: Volume and Open Interest data is from the previous day report.

Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond Futures UBU3 Sep 2013 151'06 -0'03 151'05 151'19 151'02 2745
U.S. Treasury Bond ZBU3 Sep 2013 139'16 -0'02 139'17 139'23 139'14 24907
10-Year U.S. Treasury Note ZNU3 Sep 2013 129'055 -0'020 129'065 129'100 129'050 123902
5-Year U.S. Treasury Note ZFU3 Sep 2013 122'150 -0'005 122'145 122'167 122'137 53168
3-Year U.S. Treasury Note Z3NM3 Jun 2013 - - - - -
2-Year U.S. Treasury Note ZTU3 Sep 2013 110'057 +0'000 110'055 110'060 110'055 3888
Product Name Code Contract Charts Last Change Open High Low Globex Volume
5-Year Interest Rate Swap SAU3 Sep 2013 112'185 -0'015 112'200 112'200 112'185 22
7-Year Interest Rate Swap 7IU3 Sep 2013 - - - - -
10-Year Interest Rate Swap SRU3 Sep 2013 113'175 a -0'035 - - 113'175 -
30-Year Interest Rate Swap I3U3 Sep 2013 - - - - -
2-Year Deliverable Interest Rate Swap T1UU3 Sep 2013 - - - - -
5-Year Deliverable Interest Rate Swap F1UU3 Sep 2013 - - - - -
10-Year Deliverable Interest Rate Swap N1UU3 Sep 2013 - - - - -
30-Year Deliverable Interest Rate Swap B1UU3 Sep 2013 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
US-UK 10-Year Sovys Futures SKVU3 Sep 2013 - - - - -
US-Nd 10-Year Sovys Futures SDVU3 Sep 2013 - - - - -
US-IT 10-Year Sovys Futures STVU3 Sep 2013 - - - - -
US-FR 10-Year Sovys Futures SFVU3 Sep 2013 - - - - -
US-DE 10-Year Sovys Futures SEVU3 Sep 2013 - - - - -
UK-ND 10-Year Sovys Futures KDVU3 Sep 2013 - - - - -
UK-IT 10-Year Sovys Futures KTVU3 Sep 2013 - - - - -
UK-FR 10-Year Sovys Futures KFVU3 Sep 2013 - - - - -
UK-DE 10-Year Sovys Futures KEVU3 Sep 2013 - - - - -
DE-ND 10-Year Sovys Futures DNVU3 Sep 2013 - - - - -
DE-IT 10-Year Sovys Futures DTVU3 Sep 2013 - - - - -
DE-FR 10-Year Sovys Futures DFVU3 Sep 2013 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEU3 Sep 2013 99.705 -0.005 99.710 99.710 99.700 23259
Eurodollar GEZ3 Dec 2013 99.680 -0.005 99.685 99.685 99.675 37131
Eurodollar GEH4 Mar 2014 99.645 -0.005 99.645 99.650 99.640 20369
Eurodollar GEM4 Jun 2014 99.595 -0.010 99.600 99.605 99.585 35242
Eurodollar GEU4 Sep 2014 99.530 -0.010 99.535 99.535 99.520 33079
Eurodollar GEZ4 Dec 2014 99.440 -0.010 99.440 99.445 99.435 27943
Eurodollar GEH5 Mar 2015 99.330 -0.010 99.330 99.335 99.320 30998
Eurodollar GEM5 Jun 2015 99.185 -0.015 99.185 99.190 99.175 24309
Euribor Futures EBN3 Jul 2013 - - - - -
13-week T-bill GTBN3 Jul 2013 - - - - -
30-Day Federal Funds ZQN3 Jul 2013 99.885 -0.010 99.890 99.890 99.885 534
Interest Rate Education|All Education
Fact Cards
Reference Guides
Research and Strategy Papers
Seminars and Tutorials
Tools and Analytics
Fact Cards
Reference Guides
Research and Strategy Papers
Seminars and Tutorials
Tools and Analytics
Fact Cards
Research and Strategy Papers
Seminars and Tutorials
Tools and Analytics
 
 
 
Quickstrike Option Pricing
About Interest Rates
CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treas- more...
CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
Interest Rate Contacts
Customer Service
interestrates@cmegroup.com
+1 866 501 3646
 
 
Calgary Houston Chicago New York Washington São Paulo Belfast London Singapore Hong Kong Seoul Tokyo
  • © 2013 CME Group Inc. All rights reserved.
  • CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of five Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX, COMEX and KCBT.